| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,345 |
16,320 |
-25 |
-0.2% |
16,040 |
| High |
16,450 |
16,325 |
-125 |
-0.8% |
16,390 |
| Low |
16,300 |
16,035 |
-265 |
-1.6% |
15,940 |
| Close |
16,410 |
16,055 |
-355 |
-2.2% |
16,365 |
| Range |
150 |
290 |
140 |
93.3% |
450 |
| ATR |
257 |
266 |
8 |
3.3% |
0 |
| Volume |
3,606 |
5,938 |
2,332 |
64.7% |
26,921 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,008 |
16,822 |
16,215 |
|
| R3 |
16,718 |
16,532 |
16,135 |
|
| R2 |
16,428 |
16,428 |
16,108 |
|
| R1 |
16,242 |
16,242 |
16,082 |
16,190 |
| PP |
16,138 |
16,138 |
16,138 |
16,113 |
| S1 |
15,952 |
15,952 |
16,029 |
15,900 |
| S2 |
15,848 |
15,848 |
16,002 |
|
| S3 |
15,558 |
15,662 |
15,975 |
|
| S4 |
15,268 |
15,372 |
15,896 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,582 |
17,423 |
16,613 |
|
| R3 |
17,132 |
16,973 |
16,489 |
|
| R2 |
16,682 |
16,682 |
16,448 |
|
| R1 |
16,523 |
16,523 |
16,406 |
16,603 |
| PP |
16,232 |
16,232 |
16,232 |
16,271 |
| S1 |
16,073 |
16,073 |
16,324 |
16,153 |
| S2 |
15,782 |
15,782 |
16,283 |
|
| S3 |
15,332 |
15,623 |
16,241 |
|
| S4 |
14,882 |
15,173 |
16,118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,450 |
15,975 |
475 |
3.0% |
240 |
1.5% |
17% |
False |
False |
6,286 |
| 10 |
16,450 |
15,325 |
1,125 |
7.0% |
273 |
1.7% |
65% |
False |
False |
7,741 |
| 20 |
16,450 |
15,170 |
1,280 |
8.0% |
286 |
1.8% |
69% |
False |
False |
10,808 |
| 40 |
16,450 |
14,070 |
2,380 |
14.8% |
239 |
1.5% |
83% |
False |
False |
5,492 |
| 60 |
16,450 |
13,905 |
2,545 |
15.9% |
191 |
1.2% |
84% |
False |
False |
3,664 |
| 80 |
16,450 |
13,905 |
2,545 |
15.9% |
158 |
1.0% |
84% |
False |
False |
2,748 |
| 100 |
16,450 |
13,330 |
3,120 |
19.4% |
127 |
0.8% |
87% |
False |
False |
2,199 |
| 120 |
16,450 |
13,330 |
3,120 |
19.4% |
109 |
0.7% |
87% |
False |
False |
1,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,558 |
|
2.618 |
17,084 |
|
1.618 |
16,794 |
|
1.000 |
16,615 |
|
0.618 |
16,504 |
|
HIGH |
16,325 |
|
0.618 |
16,214 |
|
0.500 |
16,180 |
|
0.382 |
16,146 |
|
LOW |
16,035 |
|
0.618 |
15,856 |
|
1.000 |
15,745 |
|
1.618 |
15,566 |
|
2.618 |
15,276 |
|
4.250 |
14,803 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,180 |
16,243 |
| PP |
16,138 |
16,180 |
| S1 |
16,097 |
16,118 |
|